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David Carradine believed his wife's ex-husband's ghost haunted their bedroom closet, according to an interview he gave just months before he turned up dead in a hotel closet.

In a new cable show called "Celebrity Ghost Stories," set to premiere on BIO Oct. 3, Carradine says the ghost of wife Annie's ex-husband lived in the couple's bedroom closet. The interview was filmed several months before Carradine turned up dead June 4 in a hotel room closet in Bangkok, killed by a solitary sexual misadventure gone awry.

BIO honcho Rob Sharenow said the irony of Carradine's claim was not lost on the production team, but "we wanted to be respectful, first and foremost, and to roll the show out as planned."

Carradine said he would hear sounds from the closet shortly after marrying his fifth wife. "I think [Dana] was hanging out in the closet, and sometimes when I walked into that closet, it would be cold in there, unreasonably cold," Carradine said. He added that he once found one of the dead man's old ties turned around to show a "Grateful Dead" logo, which he took as an expression of gratitude from the grave that he was taking care of Annie.

Other celebrities who share ridiculous stories about brushes with the paranormal on the show include Joan Rivers, Scott Baio and Carrie Fisher.